Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 358'375 CHF | 121'958 CHF | 99.36% | 99.36% |
13.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'007 | 300'007 | 255'194 CHF | 88'066 CHF | 98.93% | 98.93% |
10.05.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 234'824 CHF | 81'275 CHF | 99.37% | 99.37% |
08.05.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 230'867 CHF | 79'956 CHF | 99.34% | 99.34% |
07.05.2024 | 4.15% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 977'210 | 377'210 | 230'688 CHF | 92'586 CHF | 94.71% | 94.71% |
06.05.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 987'777 | 387'777 | 233'710 CHF | 95'593 CHF | 99.36% | 99.36% |
03.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 221'635 CHF | 92'654 CHF | 99.36% | 99.36% |
02.05.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 217'786 CHF | 91'115 CHF | 99.37% | 99.37% |
30.04.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 216'086 CHF | 90'435 CHF | 99.37% | 99.37% |
29.04.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 239'927 CHF | 99'971 CHF | 99.37% | 99.37% |